-100.0%
VIVK vs DRI
+331.7%
-431.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.5% |
| 7D | -57.7% | +1.1% | -58.7% | -57.7% |
| 30D | -87.3% | +9.7% | -97.0% | -87.5% |
| 3M | -98.9% | +3.2% | -102.1% | -98.9% |
| 6M | -100.0% | +20.6% | -120.5% | -100.0% |
| YTD | -100.0% | +28.3% | -128.2% | -100.0% |
| 1Y | -100.0% | +34.5% | -134.5% | -100.0% |
| 3Y | -100.0% | +66.5% | -166.5% | -100.0% |
| 5Y | -100.0% | +79.6% | -179.6% | -100.0% |
| All | -100.0% | +331.7% | -431.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling